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"Get Real: Realism Metrics for Robust Limit Order Book Market Simulations."

Svitlana Vyetrenko et al. (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-01-07

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1912-04941
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1912-04941
Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso, Tucker Hybinette Balch:
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations. CoRR abs/1912.04941 (2019)

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